Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for implementing Monte Carlo procedures using quantum circuits, focusing on the potential to obtain a quantum advantage in the computational speed of these procedures. We revisit the quantum algorithms that could replace classical Monte Carlo and then consider both the existing quantum algorithms and the potential quantum realizations that include adaptive enhancements as alternatives to the classical procedure.
Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for implementing Monte Carlo procedures using quantum circuits, focusing on the potential to obtain a quantum advantage in the computational speed of these procedures. We revisit the quantum algorithms that could replace classical Monte Carlo and then consider both the existing quantum algorithms and the potential quantum realizations that include adaptive enhancements as alternatives to the classical procedure.
This Perspective focuses on the several overlaps between quantum algorithms and Monte Carlo methods in the domains of physics and chemistry. We will analyze the challenges and possibilities of integrating established quantum Monte Carlo solutions into quantum algorithms. These include refined energy estimators, parameter optimization, real and imaginary-time dynamics, and variational circuits. Conversely, we will review new ideas for utilizing quantum hardware to accelerate the sampling in statistical classical models, with applications in physics, chemistry, optimization, and machine learning. This review aims to be accessible to both communities and intends to foster further algorithmic developments at the intersection of quantum computing and Monte Carlo methods. Most of the works discussed in this Perspective have emerged within the last two years, indicating a rapidly growing interest in this promising area of research.
Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently.
Quantum algorithms for Monte Carlo integration (QMCI), which are based on quantum amplitude estimation (QAE), provide quadratic speed-up compared with classical counterparts, and are therefore widely investigated, along with applications to industries such as finance. One typical feature of problems in finance is high dimensionality, or, in other words, the necessity to create numerous random numbers (RNs) to calculate the integrand. In such a situation, the original implementation of QMCI, in which states encoding the probability distributions of the RNs are generated on different quantum registers, requires a large number of qubits. In this poster, we propose an implementation of QMCI, in which pseudo-random numbers (PRNs) are sequentially generated on one register, and therefore the qubit number is tremendously reduced. Moreover, we show that, when the integrand has the form such that contributions from different RNs are separable into different terms, we can also achieve time complexity reduction with respect to the number of dimensions by combining the nested QAE and use of PRNs.
Sampling tasks are a natural class of problems for quantum computers due to the probabilistic nature of the Born rule. Sampling from useful distributions on noisy quantum hardware remains a challenging problem. A recent paper [D. Layden et al., Nature (London) 619, 282 (2023).] proposed a quantum-enhanced Markov-chain Monte Carlo algorithm where moves are generated by a quantum device and accepted or rejected by a classical algorithm. While this procedure is robust to noise and control imperfections, its potential for quantum advantage is unclear. Here we show that there is no speedup over classical sampling on a worst-case unstructured sampling problem. We present an upper bound to the Markov gap that rules out a speedup for any unital quantum proposal.
Sampling tasks are a natural class of problems for quantum computers due to the probabilistic nature of the Born rule. Sampling from useful distributions on noisy quantum hardware remains a challenging problem. A recent paper [Layden, D. et al. Nature 619, 282-287 (2023)] proposed a quantum-enhanced Markov chain Monte Carlo algorithm where moves are generated by a quantum device and accepted or rejected by a classical algorithm. While this procedure is robust to noise and control imperfections, its potential for quantum advantage is unclear. Here we show that there is no speedup over classical sampling on a worst-case unstructured sampling problem. We present an upper bound to the Markov gap that rules out a speedup for any unital quantum proposal.
Computations of chemical systems' equilibrium properties and non-equilibrium dynamics have been suspected of being a "killer app" for quantum computers. This review highlights the recent advancements of quantum algorithms tackling complex sampling tasks in the key areas of computational chemistry: ground state, thermal state properties, and quantum dynamics calculations. We review a broad range of quantum algorithms, from hybrid quantum-classical to fully quantum, focusing on the traditional Monte Carlo family, including Markov chain Monte Carlo, variational Monte Carlo, projector Monte Carlo, path integral Monte Carlo, etc. We also cover other relevant techniques involving complex sampling tasks, such as quantum-selected configuration interaction, minimally entangled typical thermal states, entanglement forging, and Monte Carlo-flavored Lindbladian dynamics. We provide a comprehensive overview of these algorithms' classical and quantum counterparts, detailing their theoretical frameworks and discussing the potentials and challenges in achieving quantum computational advantages.